-89.5%
HTZ vs BAM
+84.5%
-174.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.0% | -17.7% | -18.4% |
| 7D | -7.7% | +7.9% | -15.7% | -12.5% |
| 30D | -13.1% | +16.0% | -29.1% | -22.1% |
| 3M | +14.7% | +0.6% | +14.1% | +14.8% |
| 6M | -70.6% | +10.5% | -81.1% | -72.3% |
| YTD | -65.2% | +3.2% | -68.4% | -65.6% |
| 1Y | -73.2% | +1.0% | -74.2% | -73.0% |
| 3Y | -80.8% | +84.2% | -165.0% | -88.2% |
| All | -89.5% | +84.5% | -174.0% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling